CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 09-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.0395 |
1.0454 |
0.0059 |
0.6% |
1.0638 |
High |
1.0440 |
1.0454 |
0.0014 |
0.1% |
1.0638 |
Low |
1.0380 |
1.0454 |
0.0074 |
0.7% |
1.0274 |
Close |
1.0358 |
1.0454 |
0.0096 |
0.9% |
1.0358 |
Range |
0.0060 |
0.0000 |
-0.0060 |
-100.0% |
0.0364 |
ATR |
0.0067 |
0.0069 |
0.0002 |
3.2% |
0.0000 |
Volume |
15 |
12 |
-3 |
-20.0% |
57 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0454 |
1.0454 |
1.0454 |
|
R3 |
1.0454 |
1.0454 |
1.0454 |
|
R2 |
1.0454 |
1.0454 |
1.0454 |
|
R1 |
1.0454 |
1.0454 |
1.0454 |
1.0454 |
PP |
1.0454 |
1.0454 |
1.0454 |
1.0454 |
S1 |
1.0454 |
1.0454 |
1.0454 |
1.0454 |
S2 |
1.0454 |
1.0454 |
1.0454 |
|
S3 |
1.0454 |
1.0454 |
1.0454 |
|
S4 |
1.0454 |
1.0454 |
1.0454 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1515 |
1.1301 |
1.0558 |
|
R3 |
1.1151 |
1.0937 |
1.0458 |
|
R2 |
1.0787 |
1.0787 |
1.0425 |
|
R1 |
1.0573 |
1.0573 |
1.0391 |
1.0498 |
PP |
1.0423 |
1.0423 |
1.0423 |
1.0386 |
S1 |
1.0209 |
1.0209 |
1.0325 |
1.0134 |
S2 |
1.0059 |
1.0059 |
1.0291 |
|
S3 |
0.9695 |
0.9845 |
1.0258 |
|
S4 |
0.9331 |
0.9481 |
1.0158 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0595 |
1.0274 |
0.0321 |
3.1% |
0.0015 |
0.1% |
56% |
False |
False |
13 |
10 |
1.0651 |
1.0274 |
0.0377 |
3.6% |
0.0008 |
0.1% |
48% |
False |
False |
7 |
20 |
1.0651 |
1.0145 |
0.0506 |
4.8% |
0.0004 |
0.0% |
61% |
False |
False |
4 |
40 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0003 |
0.0% |
83% |
False |
False |
3 |
60 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0002 |
0.0% |
83% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0454 |
2.618 |
1.0454 |
1.618 |
1.0454 |
1.000 |
1.0454 |
0.618 |
1.0454 |
HIGH |
1.0454 |
0.618 |
1.0454 |
0.500 |
1.0454 |
0.382 |
1.0454 |
LOW |
1.0454 |
0.618 |
1.0454 |
1.000 |
1.0454 |
1.618 |
1.0454 |
2.618 |
1.0454 |
4.250 |
1.0454 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0454 |
1.0424 |
PP |
1.0454 |
1.0394 |
S1 |
1.0454 |
1.0364 |
|